报告题目：Backward doubly stochastic Volterra integral equations and applications to optimal control problems
报 告 人：温家强 博士后 南方科技大学
报告时间：2019年11月3日 10：00-11：00
报告地点：数学楼一楼第二报告厅
报告摘要：
Backward doubly stochastic Volterra integral equations (BDSVIEs, for short) are introduced and studied systematically. Well-posedness of BDSVIEs in the sense of introduced M-solutions is established. A comparison theorem for BDSVIEs is proved. By virtue of the comparison theorem, we derive the existence of solutions for BDSVIEs with continuous coefficients. Furthermore, a duality principle between linear (forward) doubly stochastic Volterra integral equation (FDSVIE, for short) and BDSVIE is obtained. A Pontryagin type maximum principle is also established for an optimal control problem of FDSVIEs.（Joint work with Yufeng Shi and Jie Xiong）.
报告人简介：
温家强博士，山东大学（2018年）博士毕业，师从石玉峰教授，博士期间曾赴美国UCF联合培养，合作导师为雍炯敏教授。2018年6月毕业后曾短暂赴香港理工大学做研究助理。2018年10月到现在，在南方科技大学跟随熊捷讲席教授做博士后。主要从事BSDE的相关理论及控制问题的研究，目前已发表或接受SCI论文7篇。
